MX Record for SubDomains

If you have no other resource records of any kind for the subdomains, then a wildcard record will work just fine. This assumes that the subdomains don't need different A records from one another, or maybe no A records at all - is this the case?

You can either set just the wildcard MX record, as well as an A record if you need it..

*    IN    MX    15    your.mail.server.example.com.
*    IN    A     192.0.2.15

..or else create a wildcard CNAME record pointing to the root, if it already has the correct entries.

*    IN    CNAME    @

I think you're going to need to set up an A records for each sub-domain, with the same IP address of your main domain. I don't believe their is a workaround in your scenario.